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07/18/2023
VISER: A Tractable Solution Concept for Games with Information Asymmetry
Many real-world games suffer from information asymmetry: one player is o...
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06/28/2023
Stochastic Methods in Variational Inequalities: Ergodicity, Bias and Refinements
For min-max optimization and variational inequalities problems (VIP) enc...
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06/28/2023
Sharper Model-free Reinforcement Learning for Average-reward Markov Decision Processes
We develop several provably efficient model-free reinforcement learning ...
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06/13/2023
On Faking a Nash Equilibrium
We characterize offline data poisoning attacks on Multi-Agent Reinforcem...
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06/02/2023
Tackling Unbounded State Spaces in Continuing Task Reinforcement Learning
While deep reinforcement learning (RL) algorithms have been successfully...
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05/31/2023
Restless Bandits with Average Reward: Breaking the Uniform Global Attractor Assumption
We study the infinite-horizon restless bandit problem with the average r...
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01/29/2023
SPEED: Experimental Design for Policy Evaluation in Linear Heteroscedastic Bandits
In this paper, we study the problem of optimal data collection for polic...
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10/03/2022
Bias and Extrapolation in Markovian Linear Stochastic Approximation with Constant Stepsizes
We consider Linear Stochastic Approximation (LSA) with a constant stepsi...
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09/09/2022
Near-Optimal Stochastic Bin-Packing in Large Service Systems with Time-Varying Item Sizes
Motivated by the virtual machine scheduling problem in today's computing...
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06/04/2022
Reward Poisoning Attacks on Offline Multi-Agent Reinforcement Learning
We expose the danger of reward poisoning in offline multi-agent reinforc...
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11/20/2020
Zero Queueing for Multi-Server Jobs
Cloud computing today is dominated by multi-server jobs. These are jobs ...
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11/14/2020
RL-QN: A Reinforcement Learning Framework for Optimal Control of Queueing Systems
With the rapid advance of information technology, network systems have b...
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10/08/2020
Provable Fictitious Play for General Mean-Field Games
We propose a reinforcement learning algorithm for stationary mean-field ...
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06/30/2020
Dynamic Regret of Policy Optimization in Non-stationary Environments
We consider reinforcement learning (RL) in episodic MDPs with adversaria...
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06/22/2020
Risk-Sensitive Reinforcement Learning: Near-Optimal Risk-Sample Tradeoff in Regret
We study risk-sensitive reinforcement learning in episodic Markov decisi...
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06/08/2020
POLY-HOOT: Monte-Carlo Planning in Continuous Space MDPs with Non-Asymptotic Analysis
Monte-Carlo planning, as exemplified by Monte-Carlo Tree Search (MCTS), ...
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06/08/2020
Stable Reinforcement Learning with Unbounded State Space
We consider the problem of reinforcement learning (RL) with unbounded st...
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02/25/2020
On Reinforcement Learning for Turn-based Zero-sum Markov Games
We consider the problem of finding Nash equilibrium for two-player turn-...
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02/17/2020
Learning Zero-Sum Simultaneous-Move Markov Games Using Function Approximation and Correlated Equilibrium
We develop provably efficient reinforcement learning algorithms for two-...
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02/14/2019
On Reinforcement Learning Using Monte Carlo Tree Search with Supervised Learning: Non-Asymptotic Analysis
Inspired by the success of AlphaGo Zero (AGZ) which utilizes Monte Carlo...
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02/12/2018
Q-learning with Nearest Neighbors
We consider the problem of model-free reinforcement learning for infinit...
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10/06/2017